-100.0%
DFNS vs ALL
+239.8%
-339.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.3% |
| 7D | -6.0% | +5.0% | -11.0% | -3.6% |
| 30D | -71.2% | +13.3% | -84.5% | -69.1% |
| 3M | -94.5% | +3.2% | -97.7% | -94.3% |
| 6M | -96.5% | +25.3% | -121.9% | -96.0% |
| YTD | -99.6% | +30.5% | -130.1% | -99.5% |
| 1Y | -99.7% | +29.2% | -128.9% | -99.6% |
| 3Y | -100.0% | +119.1% | -219.1% | -100.0% |
| 5Y | -100.0% | +162.6% | -262.6% | -100.0% |
| All | -100.0% | +239.8% | -339.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling